+142.2%
IEFA vs ACM
+131.7%
+10.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.4% |
| 7D | -2.4% | -5.9% | +3.5% | -0.6% |
| 30D | -2.1% | -6.2% | +4.1% | -0.5% |
| 3M | +5.5% | -7.9% | +13.4% | +7.4% |
| 6M | +8.1% | -30.6% | +38.7% | +20.0% |
| YTD | +11.9% | -33.3% | +45.2% | +25.1% |
| 1Y | +18.1% | -49.2% | +67.3% | +43.8% |
| 3Y | +65.5% | -23.5% | +88.9% | +72.7% |
| 5Y | +50.1% | +0.9% | +49.1% | +41.0% |
| All | +142.2% | +131.7% | +10.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling